+40.2%
DUK vs BB
-29.9%
+70.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.9% |
| 7D | -1.7% | -2.1% | +0.4% | -1.7% |
| 30D | -2.2% | -16.0% | +13.8% | -2.2% |
| 3M | -3.7% | -14.5% | +10.8% | -3.7% |
| 6M | -6.3% | +118.6% | -124.9% | -7.7% |
| YTD | +4.5% | +98.9% | -94.4% | +3.2% |
| 1Y | +1.8% | +99.5% | -97.7% | +0.4% |
| 3Y | +46.8% | +65.4% | -18.5% | +44.1% |
| 5Y | +40.2% | -27.6% | +67.9% | +37.1% |
| All | +40.2% | -29.9% | +70.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling